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Programming with Numerical Uncertainties

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Double-precision floating-point format

Double-precision floating-point format (sometimes called FP64 or float64) is a floating-point number format, usually occupying 64 bits in computer memory; it represents a wide dynamic range of numeric values by using a floating radix point. Floating point is used to represent fractional values, or when a wider range is needed than is provided by fixed point (of the same bit width), even if at the cost of precision. Double precision may be chosen when the range or precision of single precision would be insufficient.

Truncation error

In numerical analysis and scientific computing, truncation error is an error caused by approximating a mathematical process. A summation series for is given by an infinite series such as In reality, we can only use a finite number of these terms as it would take an infinite amount of computational time to make use of all of them. So let's suppose we use only three terms of the series, then In this case, the truncation error is Example A: Given the following infinite series, find the truncation error for x = 0.

Generalized algebraic data type

In functional programming, a generalized algebraic data type (GADT, also first-class phantom type, guarded recursive datatype, or equality-qualified type) is a generalization of parametric algebraic data types. In a GADT, the product constructors (called data constructors in Haskell) can provide an explicit instantiation of the ADT as the type instantiation of their return value. This allows defining functions with a more advanced type behaviour.

C data types

In the C programming language, data types constitute the semantics and characteristics of storage of data elements. They are expressed in the language syntax in form of declarations for memory locations or variables. Data types also determine the types of operations or methods of processing of data elements. The C language provides basic arithmetic types, such as integer and real number types, and syntax to build array and compound types.

Finite difference method

In numerical analysis, finite-difference methods (FDM) are a class of numerical techniques for solving differential equations by approximating derivatives with finite differences. Both the spatial domain and time interval (if applicable) are discretized, or broken into a finite number of steps, and the value of the solution at these discrete points is approximated by solving algebraic equations containing finite differences and values from nearby points.

Arithmetic

Arithmetic () is an elementary part of mathematics that consists of the study of the properties of the traditional operations on numbers—addition, subtraction, multiplication, division, exponentiation, and extraction of roots. In the 19th century, Italian mathematician Giuseppe Peano formalized arithmetic with his Peano axioms, which are highly important to the field of mathematical logic today.

Arbitrary-precision arithmetic

In computer science, arbitrary-precision arithmetic, also called bignum arithmetic, multiple-precision arithmetic, or sometimes infinite-precision arithmetic, indicates that calculations are performed on numbers whose digits of precision are limited only by the available memory of the host system. This contrasts with the faster fixed-precision arithmetic found in most arithmetic logic unit (ALU) hardware, which typically offers between 8 and 64 bits of precision.

IEEE 754

The IEEE Standard for Floating-Point Arithmetic (IEEE 754) is a technical standard for floating-point arithmetic established in 1985 by the Institute of Electrical and Electronics Engineers (IEEE). The standard addressed many problems found in the diverse floating-point implementations that made them difficult to use reliably and portably. Many hardware floating-point units use the IEEE 754 standard.

Numerical linear algebra

Numerical linear algebra, sometimes called applied linear algebra, is the study of how matrix operations can be used to create computer algorithms which efficiently and accurately provide approximate answers to questions in continuous mathematics. It is a subfield of numerical analysis, and a type of linear algebra. Computers use floating-point arithmetic and cannot exactly represent irrational data, so when a computer algorithm is applied to a matrix of data, it can sometimes increase the difference between a number stored in the computer and the true number that it is an approximation of.

Algebraic data type

In computer programming, especially functional programming and type theory, an algebraic data type (ADT) is a kind of composite type, i.e., a type formed by combining other types. Two common classes of algebraic types are product types (i.e., tuples and records) and sum types (i.e., tagged or disjoint unions, coproduct types or variant types). The values of a product type typically contain several values, called fields. All values of that type have the same combination of field types.